Moore Research Center, Inc.

  • Increase font size
  • Default font size
  • Decrease font size
Home MRCI Online
Print
New Windows

MRCI's Scenario Study

MRCI Logo
MRCI's ScenarioSM Study
ScenarioSM Study for June Crude Oil(NYM) as of Feb 28, 2017
Condition 1: Higher Monthly Close.
Action ---> Buy that month's close with objective of exceeding month's high within 2 months.
Tested Month May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years   28 30 32 32 32 32 33 33 33 33 34
Closed Higher   15 19 18 14 14 14 14 18 20 22 21
Exceeded High   15 17 13 13 9 12 14 17 18 21 15
Scenario Percentage   100% 89% 72% 93% 64% 86% 100% 94% 90% 95% 71%
Avg Max Increase   7.74% 8.94% 10.63% 7.08% 9.72% 12.03% 10.25% 11.56% 12.21% 11.12% 7.58%
Max Increase   19.13% 43.12% 30.49% 22.29% 16.58% 23.16% 24.05% 31.02% 29.08% 27.52% 28.94%
Avg Days To Max Increase   19 20 17 14 23 16 18 15 17 12 11
Avg Max Decline   -1.94% -1.46% -1.80% -2.50% -3.01% -2.47% -2.83% -3.09% -2.53% -3.32% -1.87%
Max Decline   -12.23% -8.47% -6.96% -11.29% -8.76% -8.80% -9.65% -11.76% -14.69% -10.69% -6.38%
Avg Days to Max Decline   7 10 8 5 10 6 11 8 8 6 2
2017 Contract Condition   Yes   Yes Yes   Yes Yes   Yes    
Action   No   Yes Yes   Yes Yes   Not Yet    
Copyright © 1989- Moore Research Center, Inc. All Rights Reserved.
Condition 2: Lower Monthly Close.
Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
Tested Month May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Tested Years   28 30 32 32 32 32 33 33 33 33 34
Closed Lower   13 11 14 18 18 18 19 15 13 11 13
Penetrated Low   10 7 8 15 17 15 13 7 6 8 6
Scenario Percentage   77% 64% 57% 83% 94% 83% 68% 47% 46% 73% 46%
Avg Max Decline   8.84% 13.33% 15.45% 12.08% 12.01% 16.58% 16.34% 18.06% 10.66% 11.72% 7.31%
Max Decline   30.84% 26.05% 44.79% 47.55% 40.74% 33.14% 42.29% 44.01% 28.16% 21.58% 18.78%
Avg Days To Max Decline   15 22 16 18 20 19 18 16 12 14 13
Avg Max Increase   -0.65% -2.84% -1.73% -2.91% -2.81% -2.39% -3.90% -3.39% -4.75% -2.69% -2.34%
Max Increase   -3.75% -10.14% -11.15% -14.59% -7.31% -12.88% -12.23% -11.81% -11.53% -9.41% -6.80%
Avg Days to Max Increase   5 12 8 10 7 11 8 8 15 7 3
2017 Contract Condition     Yes     Yes     Yes      
Action     Yes     Yes     Yes      
High 52.35 54.00 53.40 52.79 51.80 54.50 53.12 57.35 57.95 55.88    
Low 46.61 49.18 45.44 44.53 46.94 49.66 46.25 52.29 53.75 52.86    
Close/Last 51.54 52.18 46.51 48.54 51.41 49.89 52.73 56.49 54.38 54.75    

Banner

Newsflash

In 2005 Wheat was trading at a subdued $3.00/bushel. Three years later, the CBOT's soft red had more than quadrupled to $13.00 --- while hard red spring traded in Minneapolis soared to an astonishing $24.00! Now as winter wheat prepares to emerge and spring wheat will soon be planted, all three classes of wheat trade mostly between $4.50 and $5.00.

Look back to 1970: http://www.mrci.com/pdf/w.pdf

Historically Successful Trading Strategies Are Now Available: http://goo.gl/pIYYIg